+220.4%
TSEM vs CAVA
-14.0%
+234.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.3% |
| 7D | -4.9% | -8.0% | +3.2% | -4.1% |
| 30D | -18.7% | -19.6% | +0.8% | -17.1% |
| 3M | -18.1% | -36.7% | +18.6% | -14.9% |
| 6M | +77.1% | -30.6% | +107.7% | +83.2% |
| YTD | +80.1% | -4.8% | +84.9% | +76.9% |
| 1Y | +220.4% | -13.1% | +233.5% | +212.0% |
| All | +220.4% | -14.0% | +234.4% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling